V-Lab
Airbus SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:23.34% (-0.55%)
Analysis last updated: Tuesday, April 30, 2024 at 08:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1581 | 8.59 | |
| 0.0924 | 7.85 | |
| 0.8831 | 69.30 | |
| 0.0007 | 1.90 |
Estimation Period:
Jul 10, 2000 to Apr 26, 2024
Jul 10, 2000 to Apr 26, 2024